Ingredient Summary Page
for period ending September 30, 2026
More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors
Use this page to find a higher return, lower risk Portfolio Ingredients.
Choose a Portfolio Ingredient that meets your needs by comparing return, risk, and cost.
- Use the scatterplots. Dots nearest the green smiley have the best risk-return combo. Hover over dots to see IDs and metrics. Click a dot to see full details.
- Use the tables. Click column headings to sort and compare by category or metric. Click a Portfolio Ingredient name for full details.
Invest in a Portfolio Recipe by buying the underlying ingredients, then rebalance each month as allocations update. See How to Choose and Invest.
In the scatterplots below the dots nearest the top left indicate the best risk vs. return combination. Select any dot to see its ticker symbol or id. Click any dot to see details. Use the table below to compare performance of all the portfolio ingredients. Sort any column by clicking the heading in the gray row. Click any ingredient name below for full details.
| Total Return, annualized % | Max DrawDown | ||||||||||||
| Ingredient Name | ID | Peer Group | Category | 1 month | YTD | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | 15 year | 20 year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Total Bond Market | BND | Benchmark | Benchmark | -2.2% | -2.4% | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | 17.3% | 17.3% |
| S&P 500 | SPY | Benchmark | Benchmark | -0.3% | 12.7% | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | 23.9% | 50.8% |
| Clean Energy | ICLN | Global Sectors | Clean Energy | -1.7% | 3.7% | 11.0% | 6.8% | -3.4% | 8.1% | 6.4% | 60.8% | ||
| Consumer Discretionary | RXI | Global Sectors | Consumer Discretionary | -6.8% | -9.4% | -9.5% | 9.4% | 3.5% | 8.9% | 11.0% | 8.0% | 31.6% | 55.4% |
| Consumer Staples | KXI | Global Sectors | Consumer Staples | -4.3% | 2.4% | 4.1% | 7.5% | 4.2% | 5.3% | 7.7% | 7.3% | 16.4% | 35.3% |
| Energy | IXC | Global Sectors | Energy | -2.1% | 37.7% | 41.1% | 15.5% | 21.0% | 10.1% | 7.5% | 6.0% | 59.7% | 59.7% |
| Financials | IXG | Global Sectors | Financials | -5.4% | 6.6% | 11.4% | 24.8% | 13.3% | 12.4% | 11.9% | 4.9% | 33.2% | 74.0% |
| Healthcare | IXJ | Global Sectors | Healthcare | -2.0% | 5.8% | 17.0% | 9.0% | 5.5% | 8.9% | 11.4% | 8.5% | 16.7% | 36.9% |
| Industrials | EXI | Global Sectors | Industrials | -4.3% | 8.6% | 10.8% | 20.4% | 11.7% | 11.7% | 12.2% | 8.6% | 27.0% | 58.8% |
| Infrastructure | IGF | Global Sectors | Infrastructure | -5.5% | 1.7% | 3.8% | 16.2% | 9.3% | 7.2% | 7.7% | 29.6% | ||
| Materials | MXI | Global Sectors | Materials | -7.3% | 11.8% | 17.8% | 13.2% | 7.8% | 10.0% | 7.4% | 6.2% | 34.1% | 61.4% |
| Technology | IXN | Global Sectors | Technology | 5.0% | 41.3% | 45.1% | 37.7% | 22.0% | 24.1% | 21.5% | 15.9% | 34.3% | 52.3% |
| Telecom | IXP | Global Sectors | Telecommunications | 1.5% | -1.8% | -1.1% | 22.4% | 8.9% | 9.1% | 8.9% | 7.4% | 41.0% | 45.0% |
| Timber & Forestry | WOOD | Global Sectors | Timber and Forestry | -6.2% | -5.8% | -6.2% | -1.4% | -2.7% | 4.8% | 6.5% | 37.8% | ||
| Global Utilities | JXI | Global Sectors | Utilities | -5.0% | -0.9% | 1.5% | 15.9% | 8.7% | 8.3% | 7.9% | 5.6% | 18.6% | 43.8% |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | Benchmark | -1.4% | 6.5% | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | 20.7% | 32.2% |